+367.7%
KLAC vs MSFU
+88.0%
+279.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.5% | -3.3% |
| 7D | +10.0% | -2.8% | +12.7% | +10.7% |
| 30D | -14.8% | -5.3% | -9.5% | -13.7% |
| 3M | -27.2% | +7.2% | -34.4% | -29.1% |
| 6M | -17.5% | +51.0% | -68.4% | -29.5% |
| YTD | +25.8% | -1.2% | +27.1% | +22.7% |
| 1Y | +31.8% | -10.3% | +42.1% | +33.8% |
| 3Y | +195.3% | +22.2% | +173.1% | +142.7% |
| All | +367.7% | +88.0% | +279.7% | +203.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MSFU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling